207 research outputs found

    On The Dependence Structure of Wavelet Coefficients for Spherical Random Fields

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    We consider the correlation structure of the random coefficients for a wide class of wavelet systems on the sphere (Mexican needlets) which were recently introduced in the literature by Geller and Mayeli (2007). We provide necessary and sufficient conditions for these coefficients to be asymptotic uncorrelated in the real and in the frequency domain. Here, the asymptotic theory is developed in the high resolution sense. Statistical applications are also discussed, in particular with reference to the analysis of cosmological data.Comment: Revised version for Stochastic Processes and their Application

    High-Frequency Tail Index Estimation by Nearly Tight Frames

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    This work develops the asymptotic properties (weak consistency and Gaussianity), in the high-frequency limit, of approximate maximum likelihood estimators for the spectral parameters of Gaussian and isotropic spherical random fields. The procedure we used exploits the so-called mexican needlet construction by Geller and Mayeli in [Geller, Mayeli (2009)]. Furthermore, we propose a plug-in procedure to optimize the precision of the estimators in terms of asymptotic variance.Comment: 38 page

    Gaussian semiparametric estimates on the unit sphere

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    We study the weak convergence (in the high-frequency limit) of the parameter estimators of power spectrum coefficients associated with Gaussian, spherical and isotropic random fields. In particular, we introduce a Whittle-type approximate maximum likelihood estimator and we investigate its asympotic weak consistency and Gaussianity, in both parametric and semiparametric cases.Comment: Published in at http://dx.doi.org/10.3150/12-BEJ475 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

    Needlet-Whittle Estimates on the Unit Sphere

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    We study the asymptotic behaviour of needlets-based approximate maximum likelihood estimators for the spectral parameters of Gaussian and isotropic spherical random fields. We prove consistency and asymptotic Gaussianity, in the high-frequency limit, thus generalizing earlier results by Durastanti et al. (2011) based upon standard Fourier analysis on the sphere. The asymptotic results are then illustrated by an extensive Monte Carlo study.Comment: 48 pages, 2 figure

    The needlets bispectrum

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    The purpose of this paper is to join two different threads of the recent literature on random fields on the sphere, namely the statistical analysis of higher order angular power spectra on one hand, and the construction of second-generation wavelets on the sphere on the other. To this aim, we introduce the needlets bispectrum and we derive a number of convergence results. Here, the limit theory is developed in the high resolution sense. The leading motivation of these results is the need for statistical procedures for searching non-Gaussianity in Cosmic Microwave Background radiation.Comment: Published in at http://dx.doi.org/10.1214/08-EJS197 the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org
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